The purpose of this protocol is to determine the effects of testosterone administration and exercise to increase lean body mass and exercise functional capacity in eugonadal men with the AIDS wasting syndrome. The protocol is designed as a 3 month double blind, placebo controlled, randomized trial. All participants will be randomized to one of four arms: 1) testosterone plus excercise, 2) placebo plus exercise, 3) testosterone alone, and 4) placebo alone. 100 patients will be recruited for this study from the MGH ID clinic, other Infectious Disease units, primary care providers, social service agencies, posters, and advertisements. To be eligible, patients must be HIV positive, between the ages of 18 and 50 years old, and weigh less than 90% ideal body weight and/or have had involuntary weight loss of 10% of their pre-illness weight. Patients are excluded from the protocol for the following: new opportunistic infection within 6 weeks of starting the study; hemoglobin less than 9g/dL and/or platelets less than 50,000mm3; use of new antiretroviral within 8 weeks of baseline; active substance abuse; current use of hormones, steroids, ketoconazole, or parenteral nutrition; past medical history of cardiac disease; prostate malignancy, bipolar illness, hypothalamic or pituitary disease. Potential participants will have a screening visit on the GCRC in order to determine eligibility after informed consent is obtained. In addition to a history and physical exam, blood will be drawn for testosterone, complete blood count, and creatinine. If a patient's testosterone level is normal and he meets the previously mentioned criteria, he will be admitted to the GCRC for a 4 day inpatient stay, which will include evaluation of: hormonal status, including overnight growth hormone sampling and arginine stimulation; immune function as determined by CD4 count and viral load; body composition as determined by K40 isotope analysis, DXA, CT scan, bioimpedience analysis, and urine collections for creatinine excretion; nutritional status by evaluation of food record, metabolic rate, and inpatient calorie counts; exercise functional capacity and muscle function testing by physical therapy; and quality of life through multiple questionaires. Patietns return for a brief outpatietn visit at 6 weeks, and then repeat the inpatietn stay at the end of the study. Patietns will be randomized to receive either 200 mg testosterone enanthate IM or placebo every week. The patient has the option to either receive the injection on the GCRC or self-inject after careful instruction from nursing staff. Patients who are randomized to exercise will attend an exercise call three times a week at the Charles River Park fitness club that is led by MGH physical therapists who have worked on our previous AIDS studies. The exercise class will consist of aerobic conditioning and resistance training, in addition to warm up and cool down periods. In all cases, the patient's primary care provider will be contacted prior to enrollment to insure there are no specific contraindications to exercise. The primary endpoint for the study is change in fat-free mass as determined by DXA. Secondary endpoints include muscle strength and functionality as assessed by muscle function testing, body cell mass determined by K40 isotope analysis, muscle area as determined by CT scan, muscle mass per urinary creatinine excretion, and changes in quality of life as described by the questionnaires. If the patient chooses not to participate in this study they will receive standard medical care for their condition as prescribed by their physician.